Finance/Accounting major ONLY Master and above Preferred
Please write about your qualification background and any past relevant experience dealing with similar tasks. Applications without proposal won't be considered.
Portfolio Optimization Task Description
In this task you’ll solve the portfolio choice problem in an investment
universe with five risky and one risk-free asset. Each problem below forms a
part in this overarching exercise. Go to the Questions-sheet in your excel file
and start solving the problems now. Throughout, you may assume that there
are 252 trading days in a year.
Please find the attached files for further information.